There is a simple flag you can set (it's called "Add Liquidity Only" or "Post Only", depending on the venue) which will result in HFT's never trading with you.

There is a simple flag you can set (it's called "Add Liquidity Only" or "Post Only", depending on the venue) which will result in HFT's never trading with you. Strangely, most "real traders" never set this flag. https://www.chrisstucchio.com/blog/2014/how_to_not_get_ripped_off_by_hft.html https://www.chrisstucchio.com/blog/2014/how_to_not_get_rippe... The reason is that it's not a matter of waiting a whole second and being guaranteed a fill. It's placing an order and accepting execution risk; maybe you get a fill, maybe you are stuck holding a tanking stock.